Thanks for writing in! By default, the portfolio page will load 24 items regardless of the category. You can filter out the items by category using the button. However, there is only 1 item or no item loaded in the click category, it does not load other items which is not present on the page. You will have to go page 2 and another batch of items is loaded again.
One thing to understand is that the purpose of this button is only to sort portfolio items by category loaded within the page.
Hope this explains it briefly.